Scales importing .stl file
You should to know the scale used in the STL file, for example OpenSCAD uses millimeters for all, when you export your work from OpenSCAD to a STL file, the scale will be mm.
So you should configure the scale in the Blender importer to use 0.001 as scale, because, in Blender, if configured the world scale in the metric system, a unit is a meter.
Summarizing:

Configure the world units in Blender as Metric system.
Left the World scale in Blender as 1.000 (1 Blender's unit will be 1 meter)
When importing, select 0.001 as scale for the STL file. So 1 unit in the STL will be a Blender's unit * 0.001 converting the mm of the STL to meters.